+2,765.5%
COHR vs TMF
-68.9%
+2,834.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +11.0% | +1.0% | +10.0% | +11.1% |
| 30D | -20.4% | -1.8% | -18.5% | -20.5% |
| 3M | -24.9% | -8.2% | -16.6% | -25.8% |
| 6M | +28.1% | -19.5% | +47.6% | +23.6% |
| YTD | +63.6% | -16.0% | +79.5% | +59.3% |
| 1Y | +205.9% | -22.5% | +228.4% | +194.3% |
| 3Y | +809.3% | -42.3% | +851.5% | +746.3% |
| 5Y | +397.1% | -87.7% | +484.8% | +234.3% |
| 10Y | +1,238.1% | -86.5% | +1,324.6% | +960.3% |
| All | +2,765.5% | -68.9% | +2,834.4% | +3,419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling